Quantitative Systematic Strategies LLC - Q1 2015 holdings

$366 Million is the total value of Quantitative Systematic Strategies LLC's 408 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 69.7% .

 Value Shares↓ Weighting
DSW SellDSW INC-CLASS Acl a$2,468,000
-11.7%
66,260
-11.8%
0.68%
-39.9%
TMUS SellT-MOBILE US INC$2,195,000
-8.4%
68,229
-23.1%
0.60%
-37.7%
B108PS SellACTAVIS PLC$1,723,000
+13.3%
5,654
-3.5%
0.47%
-22.9%
NKE SellNIKE INCcl b$1,560,000
-7.3%
15,479
-10.9%
0.43%
-37.0%
DG SellDOLLAR GENERAL CORP$1,434,000
-24.5%
19,125
-28.5%
0.39%
-48.6%
UTIW SellUTI WORLDWIDE INC$1,328,000
-13.5%
106,388
-16.6%
0.36%
-41.2%
FITB SellFIFTH THIRD BANCORP$1,327,000
-47.4%
69,663
-42.9%
0.36%
-64.2%
FNSR SellFINISAR CORPORATION$1,209,000
-5.3%
56,006
-14.1%
0.33%
-35.7%
GLNG SellGOLAR LNG LIMITED$1,122,000
-47.6%
33,854
-44.5%
0.31%
-64.3%
COH SellCOACH INC$1,046,000
-2.2%
25,144
-11.3%
0.29%
-33.5%
SFS SellSMART & FINAL STORES INC$1,003,000
-2.1%
56,680
-9.1%
0.27%
-33.3%
CRRTQ SellCARBO CERAMICS INC$993,000
-41.4%
32,676
-23.0%
0.27%
-60.2%
IVZ SellINVESCO LTD$967,000
-65.2%
24,181
-65.3%
0.26%
-76.4%
BMY SellBRISTOL-MYERS SQUIBB CO$944,000
-30.3%
14,354
-37.1%
0.26%
-52.6%
CSIQ SellCANADIAN SOLAR INC.$817,000
-15.0%
24,500
-39.6%
0.22%
-42.2%
WWAV SellWHITEWAVE FOODS CO$717,000
+13.8%
16,071
-10.1%
0.20%
-22.5%
GILD SellGILEAD SCIENCES INC$695,000
-25.5%
6,974
-28.6%
0.19%
-49.3%
ODFL SellOLD DOMINION FREIGHT LINE INC$685,000
-28.8%
8,843
-28.2%
0.19%
-51.6%
PDCE SellPDC ENERGY, INC.$644,000
+3.2%
11,809
-21.6%
0.18%
-29.9%
COF SellCAPITAL ONE FINANCIAL CORP$609,000
-9.5%
7,701
-4.9%
0.17%
-38.5%
MHK SellMOHAWK INDUSTRIES INC$572,000
-62.6%
3,096
-68.5%
0.16%
-74.6%
FTI SellFMC TECHNOLOGIES INC$546,000
-43.7%
14,551
-29.0%
0.15%
-61.8%
HAL SellHALLIBURTON CO$507,000
+3.3%
11,576
-7.3%
0.14%
-29.4%
TSN SellTYSON FOODS INCcl a$506,000
-31.7%
13,142
-28.5%
0.14%
-53.7%
ICE SellINTERCONTINENTALEXCHANGE GRO$481,000
-81.8%
2,046
-82.9%
0.13%
-87.7%
LEA SellLEAR CORP$450,000
-48.9%
4,039
-54.6%
0.12%
-65.3%
WDR SellWADDELL & REED FINANCIALcl a$437,000
-70.2%
8,810
-70.3%
0.12%
-79.8%
MTG SellMGIC INVESTMENT CORP$427,000
-52.9%
43,851
-55.0%
0.12%
-67.9%
KO SellCOCA-COLA CO/THE$428,000
-60.3%
10,570
-58.1%
0.12%
-73.0%
SellOM ASSET MANAGEMENT PLC$423,000
-10.4%
23,403
-19.4%
0.12%
-38.9%
FMC SellFMC CORP$425,000
-87.7%
7,348
-87.8%
0.12%
-91.7%
CHS SellCHICO'S FAS INC$416,000
-85.7%
23,672
-86.8%
0.11%
-90.3%
DVN SellDEVON ENERGY CORPORATION$410,000
-55.4%
6,747
-55.1%
0.11%
-69.6%
GNCIQ SellGNC HOLDINGS INC-CL Acl a$397,000
-45.4%
8,084
-47.6%
0.11%
-62.7%
NRF SellNORTHSTAR REALTY FINANCE COR$400,000
-42.3%
22,075
-43.8%
0.11%
-60.8%
RICE SellRICE ENERGY INC$398,000
-25.7%
18,494
-27.3%
0.11%
-49.3%
HOT SellSTARWOOD HOTELS & RESORTS$400,000
-50.8%
4,743
-52.6%
0.11%
-66.7%
WSM SellWILLIAMS-SONOMA INC$400,000
-68.2%
5,056
-69.2%
0.11%
-78.4%
MIC SellMACQUARIE INFRASTRUCTURE COmember int$386,000
-31.6%
4,711
-40.6%
0.11%
-53.3%
GRPN SellGROUPON INCcl a$388,000
-35.7%
53,836
-26.6%
0.11%
-56.2%
CAH SellCARDINAL HEALTH INC$375,000
-29.0%
4,130
-36.0%
0.10%
-51.4%
HON SellHONEYWELL INTERNATIONAL INC$375,000
-81.6%
3,574
-82.3%
0.10%
-87.4%
TAL SellTAL EDUCATION GROUP$375,000
+10.3%
11,098
-8.4%
0.10%
-24.8%
BBY SellBEST BUY CO INC$375,000
-50.9%
9,677
-50.2%
0.10%
-66.4%
X SellUNITED STATES STEEL CORP$377,000
-76.0%
15,373
-73.6%
0.10%
-83.7%
PXD SellPIONEER NATURAL RESOURCES CO$375,000
-86.1%
2,252
-87.5%
0.10%
-90.5%
WFM SellWHOLE FOODS MARKET INC$375,000
-78.6%
7,163
-79.4%
0.10%
-85.4%
SYK SellSTRYKER CORP$375,000
-24.8%
4,009
-23.5%
0.10%
-48.5%
AAL SellAMERICAN AIRLINES GP$360,000
-68.2%
6,717
-68.2%
0.10%
-78.4%
FOLD SellAMICUS THERAPEUTICS INC$340,000
+15.6%
31,009
-12.3%
0.09%
-21.2%
HD SellHOME DEPOT INC$297,000
-7.5%
2,592
-15.7%
0.08%
-37.2%
APC SellANADARKO PETROLEUM CORP$292,000
-85.8%
3,516
-85.8%
0.08%
-90.3%
HOSSQ SellHORNBECK OFFSHORE SERVICES$281,000
-76.9%
14,190
-70.4%
0.08%
-84.2%
INTC SellINTEL CORPORATION$271,000
-76.1%
8,619
-72.1%
0.07%
-83.8%
YRCW SellYRC WORLDWIDE INC$271,000
-69.5%
15,108
-61.3%
0.07%
-79.3%
BLOX SellINFOBLOX INC$249,000
-48.0%
10,314
-56.1%
0.07%
-64.6%
AVGO SellAVAGO TECHNOLOGIES LTD$234,000
-37.8%
1,790
-52.0%
0.06%
-57.6%
TWX SellTIME WARNER INC$224,000
-28.4%
2,632
-27.8%
0.06%
-51.6%
AMZN SellAMAZON.COM, INC$222,000
-75.9%
596
-79.9%
0.06%
-83.5%
EOG SellEOG RESOURCES INC$218,000
-74.5%
2,365
-74.4%
0.06%
-82.6%
SNDK SellSANDISK CORPORATION$218,000
-83.9%
3,354
-75.4%
0.06%
-89.0%
CENX SellCENTURY ALUMINUM COMPANY$218,000
-61.8%
14,990
-35.9%
0.06%
-73.8%
HES SellHESS CORP$206,000
-61.6%
3,008
-58.5%
0.06%
-74.0%
BAC SellBANK OF AMERICA CORP$183,000
-91.4%
11,810
-89.9%
0.05%
-94.1%
JONE SellJONES ENERGY LTD$120,000
-33.0%
13,515
-14.8%
0.03%
-54.2%
BVN SellCOMPANIA DE MINAS BUENAVENTURspon adr$118,000
-0.8%
11,394
-7.3%
0.03%
-33.3%
EGO SellELDORADO GOLD CORP$116,000
-38.0%
24,965
-18.8%
0.03%
-57.3%
TKRFF ExitTINKA RESOURCES LTD$0-10,000
-100.0%
-0.00%
AMCC ExitAPPLIED MICRO CIRCUITS CORPORATION$0-12,840
-100.0%
-0.03%
TLM ExitTALISMAN ENERGY INC$0-11,029
-100.0%
-0.04%
FTR ExitFRONTIER COMMUNICATIONS CORPORATION$0-13,406
-100.0%
-0.04%
NOG ExitNORTHERN OIL AND GAS INC$0-17,735
-100.0%
-0.04%
PVAHQ ExitPENN VIRGINIA CORP$0-15,622
-100.0%
-0.04%
PESXQ ExitPIONEER ENERGY SERVICES CORP$0-18,817
-100.0%
-0.04%
FMSA ExitFMSA HOLDINGS INC$0-17,378
-100.0%
-0.05%
JCPNQ ExitJ.C. PENNEY CO INC$0-21,381
-100.0%
-0.06%
CUZ ExitCOUSINS PROPERTIES INC$0-12,660
-100.0%
-0.06%
SDRL ExitSEADRILL LTD$0-13,750
-100.0%
-0.07%
ALSN ExitALLISON TRANSMISSION HOLDING$0-5,889
-100.0%
-0.08%
SCSS ExitSELECT COMFORT CORPORATION$0-7,382
-100.0%
-0.08%
CDNS ExitCADENCE DESIGN SYSTEMS INC$0-10,336
-100.0%
-0.08%
DDC ExitDOMINION DIAMOND CORP$0-11,204
-100.0%
-0.08%
MYL ExitMYLAN INC$0-3,564
-100.0%
-0.08%
GBLI ExitUNITED AMERICA INDEMNITY, LTD$0-7,095
-100.0%
-0.08%
AVP ExitAVON PRODUCTS INC$0-21,270
-100.0%
-0.08%
IRWD ExitIRONWOOD PHARMACEUTICALS INC$0-13,347
-100.0%
-0.08%
A104PS ExitHILTON WORLDWIDE HOLDINGS INC$0-7,765
-100.0%
-0.08%
HSBC ExitHSBC HOLDINGS PLC$0-4,336
-100.0%
-0.08%
CHK ExitCHESAPEAKE ENERGY CORP$0-10,333
-100.0%
-0.08%
SHOO ExitSTEVE MADDEN LTD$0-6,437
-100.0%
-0.08%
RGA ExitREINSURANCE GROUP OF AMERICA$0-2,387
-100.0%
-0.08%
PFE ExitPFIZER INC$0-6,829
-100.0%
-0.09%
REGN ExitREGENERON PHARMACEUTICALS INC$0-525
-100.0%
-0.09%
NEE ExitNEXTERA ENERGY INC$0-2,004
-100.0%
-0.09%
FBP ExitFIRST BANCORP PUERTO RICO$0-37,182
-100.0%
-0.09%
JOY ExitJOY GLOBAL INC$0-4,651
-100.0%
-0.09%
CVX ExitCHEVRON CORP$0-1,986
-100.0%
-0.09%
SO ExitTHE SOUTHERN CO$0-4,578
-100.0%
-0.09%
AREXQ ExitAPPROACH RESOURCES INC$0-35,804
-100.0%
-0.09%
BBG ExitBILL BARRETT CORP$0-19,798
-100.0%
-0.09%
BOH ExitBANK OF HAWAII CORP$0-3,867
-100.0%
-0.09%
FLR ExitFLUOR CORP$0-3,819
-100.0%
-0.09%
SPG ExitSIMON PROPERTY GROUP INC$0-1,281
-100.0%
-0.10%
GS ExitGOLDMAN SACHS GROUP INC$0-1,272
-100.0%
-0.10%
MASI ExitMASIMO CORPORATION$0-9,329
-100.0%
-0.10%
NEBLQ ExitNOBLE CORP PLC$0-14,830
-100.0%
-0.10%
PNC ExitPNC FINANCIAL SERVICES GROUP$0-2,790
-100.0%
-0.10%
EAT ExitBRINKER INTERNATIONAL INC$0-4,506
-100.0%
-0.11%
PTCT ExitPTC THERAPEUTICS INC$0-5,212
-100.0%
-0.11%
LUV ExitSOUTHWEST AIRLINES CO$0-6,483
-100.0%
-0.11%
GWR ExitGENESEE & WYOMING INCcl a$0-3,090
-100.0%
-0.11%
CVI ExitCVR ENERGY INC$0-7,460
-100.0%
-0.12%
AHP ExitASHFORD HOSPITALITY PRIME INC$0-17,440
-100.0%
-0.12%
AR ExitANTERO RESOURCES CORP$0-7,465
-100.0%
-0.12%
DECK ExitDECKERS OUTDOOR CP$0-3,331
-100.0%
-0.12%
CJES ExitC&J ENERGY SERVICES INC$0-22,910
-100.0%
-0.12%
AKRXQ ExitAKORN INC$0-8,412
-100.0%
-0.12%
TK ExitTEEKAY CORP$0-6,054
-100.0%
-0.13%
DFODQ ExitDEAN FOODS CO$0-16,305
-100.0%
-0.13%
IM ExitINGRAM MICRO INCcl a$0-11,692
-100.0%
-0.13%
BLCM ExitBELLICUM PHARMA$0-13,968
-100.0%
-0.13%
CYN ExitCITY NATIONAL CORP$0-4,006
-100.0%
-0.13%
VSI ExitVITAMIN SHOPPE INC$0-6,951
-100.0%
-0.13%
CRM ExitSALESFORCE.COM INC$0-5,649
-100.0%
-0.14%
HPP ExitHUDSON PACIFIC PROPERTIES INC$0-11,196
-100.0%
-0.14%
STE ExitSTERIS CORP$0-5,228
-100.0%
-0.14%
ACC ExitAMERICAN CAMPUS COMMUNITIES$0-8,307
-100.0%
-0.14%
HRB ExitH&R BLOCK INC$0-10,533
-100.0%
-0.14%
HSIC ExitHENRY SCHEIN INC$0-2,579
-100.0%
-0.14%
MMC ExitMARSH & MCLENNAN COS$0-6,469
-100.0%
-0.15%
MLM ExitMARTIN MARIETTA MATERIALS$0-3,598
-100.0%
-0.16%
NLSN ExitNIELSEN HOLDINGS NV$0-8,861
-100.0%
-0.16%
TCO ExitTAUBMAN CENTERS INC$0-5,193
-100.0%
-0.16%
RFMD ExitRF MICRO DEVICES INC$0-24,071
-100.0%
-0.16%
TUESQ ExitTUESDAY MORNING CORP$0-18,865
-100.0%
-0.16%
CMRX ExitCHIMERIX, INC.$0-10,795
-100.0%
-0.16%
TEX ExitTEREX CORP$0-14,634
-100.0%
-0.17%
FSLR ExitFIRST SOLAR INC$0-9,344
-100.0%
-0.17%
DRQ ExitDRIL-QUIP INC$0-5,604
-100.0%
-0.17%
PE ExitPARSLEY ENERGY INC$0-27,355
-100.0%
-0.17%
KATE ExitKATE SPADE & CO$0-13,456
-100.0%
-0.17%
CREE ExitCREE INC$0-13,570
-100.0%
-0.17%
AGCO ExitAGCO CORP$0-9,787
-100.0%
-0.18%
PANW ExitPALO ALTO NETWORKS INC$0-3,771
-100.0%
-0.18%
UMPQ ExitUMPQUA HOLDINGS CORPORATION$0-26,502
-100.0%
-0.18%
SLB ExitSCHLUMBERGER LTD$0-5,529
-100.0%
-0.19%
KR ExitKROGER CO$0-7,822
-100.0%
-0.20%
ORLY ExitO'REILLY AUTOMOTIVE INC$0-2,656
-100.0%
-0.21%
VOYA ExitVOYA FINANCIAL INC$0-12,175
-100.0%
-0.21%
AIV ExitAPARTMENT INVT & MGMT COcl a$0-13,677
-100.0%
-0.21%
JBLU ExitJETBLUE AIRWAYS CORPORATION$0-33,338
-100.0%
-0.21%
DPS ExitDR PEPPER SNAPPLE GROUP INC$0-7,400
-100.0%
-0.22%
WBMD ExitWEBMD HEALTH CORP$0-13,795
-100.0%
-0.22%
EVR ExitEVERCORE PARTNERS INCcl a$0-10,472
-100.0%
-0.22%
ESPR ExitESPERION THERAPEUTICS INC$0-14,772
-100.0%
-0.23%
BK ExitBANK OF NEW YORK MELLON CORP$0-14,213
-100.0%
-0.23%
KITE ExitKITE PHARMA, INC.$0-10,956
-100.0%
-0.25%
DEPO ExitDEPOMED INC$0-38,388
-100.0%
-0.25%
TRAK ExitDEALERTRACK HOLDINGS INC$0-14,065
-100.0%
-0.25%
ARUN ExitARUBA NETWORKS INC$0-34,333
-100.0%
-0.25%
INFA ExitINFORMATICA CORPORATION$0-17,140
-100.0%
-0.26%
ODP ExitOFFICE DEPOT INC$0-77,803
-100.0%
-0.27%
BMS ExitBEMIS COMPANY$0-15,118
-100.0%
-0.28%
WDC ExitWESTERN DIGITAL CORP$0-6,188
-100.0%
-0.28%
KBH ExitKB HOME$0-44,003
-100.0%
-0.29%
CCOI ExitCOGENT COMMUNICATIONS GROUP INC$0-20,507
-100.0%
-0.29%
ON ExitON SEMICONDUCTOR CORPORATION$0-72,556
-100.0%
-0.30%
PPS ExitPOST PROPERTIES INC$0-12,492
-100.0%
-0.30%
ANGI ExitANGIE'S LIST INC$0-118,791
-100.0%
-0.30%
IDXX ExitIDEXX LABORATORIES INC$0-5,034
-100.0%
-0.30%
IFF ExitINTL FLAVORS & FRAGRANCES$0-7,450
-100.0%
-0.31%
GNW ExitGENWORTH FINANCIAL INCcl a$0-89,887
-100.0%
-0.31%
DE ExitDEERE & CO$0-9,623
-100.0%
-0.35%
BKU ExitBANKUNITED INC$0-30,742
-100.0%
-0.36%
MCO ExitMOODY'S CORP$0-9,334
-100.0%
-0.36%
JWN ExitNORDSTROM INC$0-11,495
-100.0%
-0.36%
CBLAQ ExitCBL & ASSOCIATES PROPERTIES$0-46,196
-100.0%
-0.37%
MO ExitALTRIA GROUP INC$0-20,396
-100.0%
-0.41%
ROSE ExitROSETTA RESOURCES INC$0-46,221
-100.0%
-0.41%
HCN ExitHEALTH CARE REIT INC$0-13,622
-100.0%
-0.42%
MRO ExitMARATHON OIL CORP$0-37,195
-100.0%
-0.42%
LDOS ExitLEIDOS HOLDINGS INC$0-25,453
-100.0%
-0.45%
RYN ExitRAYONIER INC$0-39,663
-100.0%
-0.45%
LTRPA ExitLIBERTY TRIPADVISOR HOLDINGS INCcl a$0-41,448
-100.0%
-0.45%
APD ExitAIR PRODUCTS & CHEMICALS INC$0-7,810
-100.0%
-0.46%
ZION ExitZIONS BANCORPORATION$0-41,312
-100.0%
-0.48%
AAN ExitAARON'S INC$0-38,733
-100.0%
-0.48%
LVLT ExitLEVEL 3 COMMUNICATIONS INC$0-24,365
-100.0%
-0.49%
TSO ExitTESORO CORP$0-16,175
-100.0%
-0.49%
CHRW ExitC.H. ROBINSON WORLDWIDE INC$0-17,777
-100.0%
-0.54%
VRTX ExitVERTEX PHARMACEUTICALS INC$0-11,323
-100.0%
-0.54%
MGM ExitMGM RESORTS INTERNATIONAL$0-62,943
-100.0%
-0.54%
CST ExitCST BRANDS INC$0-30,717
-100.0%
-0.54%
HFC ExitHOLLYFRONTIER CORP$0-36,730
-100.0%
-0.56%
ESS ExitESSEX PROPERTY TRUST INC$0-6,801
-100.0%
-0.57%
HSY ExitTHE HERSHEY CO$0-13,619
-100.0%
-0.58%
CSCO ExitCISCO SYSTEMS INC$0-53,919
-100.0%
-0.61%
AA ExitALCOA INC$0-99,700
-100.0%
-0.64%
IDTI ExitINTEGRATED DEVICE TECHNOLOGY INC$0-85,002
-100.0%
-0.68%
WERN ExitWERNER ENTERPRISES INC$0-54,720
-100.0%
-0.69%
TILE ExitINTERFACE INC$0-107,413
-100.0%
-0.72%
XOM ExitEXXON MOBIL CORP$0-19,427
-100.0%
-0.72%
SPXC ExitSPX CORP$0-20,856
-100.0%
-0.73%
AVB ExitAVALONBAY COMMUNITIES INC$0-11,188
-100.0%
-0.74%
HIBB ExitHIBBETT SPORTS INC$0-38,590
-100.0%
-0.75%
WLL ExitWHITING PETROLEUM CORP$0-56,906
-100.0%
-0.76%
ITW ExitILLINOIS TOOL WORKS$0-19,878
-100.0%
-0.77%
WHR ExitWHIRLPOOL CORP$0-10,738
-100.0%
-0.84%
WNR ExitWESTERN REFINING INC$0-56,533
-100.0%
-0.86%
CNW ExitCON-WAY INC$0-46,205
-100.0%
-0.92%
XL ExitXL GROUP PLC$0-66,507
-100.0%
-0.93%
CLNY ExitCOLONY FINANCIAL INC$0-96,853
-100.0%
-0.94%
HP ExitHELMERICH & PAYNE$0-34,879
-100.0%
-0.94%
DGX ExitQUEST DIAGNOSTICS INC$0-35,148
-100.0%
-0.96%
KORS ExitMICHAEL KORS HOLDINGS LTD$0-32,561
-100.0%
-0.99%
HUN ExitHUNTSMAN CORP$0-105,953
-100.0%
-0.99%
SGEN ExitSEATTLE GENETICS INC$0-76,945
-100.0%
-1.00%
TRN ExitTRINITY INDUSTRIES INC$0-108,699
-100.0%
-1.23%
FDX ExitFEDEX CORP$0-18,387
-100.0%
-1.29%
AGN ExitALLERGAN INC$0-16,121
-100.0%
-1.38%
WPX ExitWPX ENERGY INC$0-331,724
-100.0%
-1.53%
Original filings

The following EDGAR filing(s) were analyzed to create this report:

  • View 13F-HR filed 2015-04-09
Signatures

The EDGAR filing(s) were signed by:

Top long-term holdings
NameQuarters ownedLatest quarter ownedMax weighting
BOSTON SCIENTIFIC CORPORATION28Q4 20201.4%
BRISTOL-MYERS SQUIBB CO26Q1 20211.6%
FACEBOOK INC CL A26Q2 20211.0%
MICROSOFT CORP25Q2 20211.8%
AMAZON.COM, INC.24Q2 20211.6%
HONEYWELL INTL INC24Q4 20201.4%
BAXTER INTL INC24Q3 20200.8%
KEYCORP NEW24Q2 20210.7%
T-MOBILE US INC23Q1 20211.0%
FIFTH THIRD BANCORP23Q4 20201.0%

View Quantitative Systematic Strategies LLC's complete holdings history.

Latest filings
TypeFiled
13F-HR2022-11-10
13F-HR2022-08-08
13F-HR2022-05-04
13F-HR2022-02-07
13F-HR2021-11-16
13F-HR/A2021-08-11
13F-HR2021-08-05
13F-HR2021-05-06
13F-HR2021-02-09
13F-HR2020-11-09

View Quantitative Systematic Strategies LLC's complete filings history.

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